Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.50% | 10.20 CHF | 10.25 CHF | 18'391 | 18'391 | 18'221 | 18'221 | 185'235 CHF | 186'147 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 10.00 CHF | 10.05 CHF | 18'509 | 18'509 | 18'611 | 18'611 | 178'072 CHF | 178'632 CHF | 99.87% | 99.87% |
14.05.2024 | 0.33% | 9.25 CHF | 9.28 CHF | 19'007 | 19'007 | 18'846 | 18'846 | 173'515 CHF | 174'080 CHF | 99.58% | 99.58% |
13.05.2024 | 0.34% | 9.00 CHF | 9.03 CHF | 19'141 | 19'141 | 18'950 | 18'950 | 170'628 CHF | 171'197 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 9.02 CHF | 9.05 CHF | 19'100 | 19'100 | 18'710 | 18'710 | 174'496 CHF | 175'058 CHF | 99.94% | 99.94% |
08.05.2024 | 0.37% | 8.31 CHF | 8.34 CHF | 19'619 | 19'619 | 19'539 | 19'539 | 159'755 CHF | 160'342 CHF | 100.00% | 100.00% |
07.05.2024 | 0.37% | 8.23 CHF | 8.26 CHF | 19'733 | 19'733 | 19'538 | 19'538 | 160'599 CHF | 161'186 CHF | 99.98% | 99.98% |
06.05.2024 | 0.37% | 8.16 CHF | 8.19 CHF | 19'776 | 19'776 | 19'639 | 19'639 | 158'914 CHF | 159'504 CHF | 99.71% | 99.71% |
03.05.2024 | 0.40% | 7.33 CHF | 7.36 CHF | 20'455 | 20'455 | 20'216 | 20'216 | 151'382 CHF | 151'989 CHF | 96.34% | 96.34% |
02.05.2024 | 0.41% | 7.64 CHF | 7.67 CHF | 20'127 | 20'127 | 20'113 | 20'113 | 149'417 CHF | 150'021 CHF | 99.70% | 99.70% |